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[Stan 2.34] expose sampler argument "save_metric" #713

@mitzimorris

Description

@mitzimorris

Summary:

Add functionality to save metric as JSON to CmdStanPy.

Description:

CmdStan PR stan-dev/cmdstan#1203 added new adaptive sampler argument save_metric. Make this available from CmdStanPy:

  • Expose adaptive sampler argument save_metric
  • Add methods to CmdStanMCMC to access the saved metric and stepsize.
  • Document use and use cases.

Current Version:

This will be available in 3.34

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    method inputsPython objects to CmdStan inputsmethod outputsCmdStan outputs to Python objects

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